+333.1%
RCL vs DE
+863.9%
-530.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.7% |
| 7D | -1.9% | -2.6% | +0.7% | -0.2% |
| 30D | -15.5% | +9.0% | -24.6% | -21.1% |
| 3M | -9.7% | +19.1% | -28.8% | -21.0% |
| 6M | -8.7% | +14.4% | -23.1% | -18.6% |
| YTD | -5.8% | +45.9% | -51.7% | -30.6% |
| 1Y | -24.5% | +43.6% | -68.1% | -44.0% |
| 3Y | +173.9% | +75.9% | +98.0% | +67.6% |
| 5Y | +228.0% | +98.8% | +129.2% | +75.0% |
| All | +333.1% | +863.9% | -530.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling